BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL NATL MTG ASSN 5.8's due 10/23/2037
Issued 10/24/2007
Callable at 100.000 on 10/23/2017 (EUROPEAN)
Pmt Frequency
Semiannual
Amt Outstanding
50,000,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.315
6-mth
0.417
2-yr
0.758
3-yr
0.862
5-yr
1.136
7-yr
1.399
10-yr
1.568
30-yr
2.286
Rates From:
LIBOR Swap (%)
3-mth
0.743
6-mth
1.073
2-yr
0.949
3-yr
1.017
5-yr
1.153
7-yr
1.285
10-yr
1.450
30-yr
1.830
Volatility %  
Price or OAS?
Price
OAS
 
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

v1.11  Copyright © 2012 Andrew Kalotay Associates, Inc.